CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 05-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.3472 |
1.3472 |
0.0000 |
0.0% |
1.3282 |
High |
1.3472 |
1.3472 |
0.0000 |
0.0% |
1.3399 |
Low |
1.3472 |
1.3472 |
0.0000 |
0.0% |
1.3282 |
Close |
1.3472 |
1.3472 |
0.0000 |
0.0% |
1.3478 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0035 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
0 |
101 |
101 |
|
27 |
|
Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3472 |
1.3472 |
1.3472 |
|
R3 |
1.3472 |
1.3472 |
1.3472 |
|
R2 |
1.3472 |
1.3472 |
1.3472 |
|
R1 |
1.3472 |
1.3472 |
1.3472 |
1.3472 |
PP |
1.3472 |
1.3472 |
1.3472 |
1.3472 |
S1 |
1.3472 |
1.3472 |
1.3472 |
1.3472 |
S2 |
1.3472 |
1.3472 |
1.3472 |
|
S3 |
1.3472 |
1.3472 |
1.3472 |
|
S4 |
1.3472 |
1.3472 |
1.3472 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3737 |
1.3725 |
1.3542 |
|
R3 |
1.3620 |
1.3608 |
1.3510 |
|
R2 |
1.3503 |
1.3503 |
1.3499 |
|
R1 |
1.3491 |
1.3491 |
1.3489 |
1.3497 |
PP |
1.3386 |
1.3386 |
1.3386 |
1.3390 |
S1 |
1.3374 |
1.3374 |
1.3467 |
1.3380 |
S2 |
1.3269 |
1.3269 |
1.3457 |
|
S3 |
1.3152 |
1.3257 |
1.3446 |
|
S4 |
1.3035 |
1.3140 |
1.3414 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3472 |
2.618 |
1.3472 |
1.618 |
1.3472 |
1.000 |
1.3472 |
0.618 |
1.3472 |
HIGH |
1.3472 |
0.618 |
1.3472 |
0.500 |
1.3472 |
0.382 |
1.3472 |
LOW |
1.3472 |
0.618 |
1.3472 |
1.000 |
1.3472 |
1.618 |
1.3472 |
2.618 |
1.3472 |
4.250 |
1.3472 |
|
|
Fisher Pivots for day following 05-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3472 |
1.3460 |
PP |
1.3472 |
1.3448 |
S1 |
1.3472 |
1.3436 |
|